Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422725.2861 | 363982.7274 | 58742.5588 | 264109.3991 | 227676.1945 | 36433.2047 |
Total P&L (%) | 422.7253 | 363.9827 | 58.7426 | 264.1094 | 227.6762 | 36.4332 |
Avg Daily Profit (%) | 0.226 | 0.1946 | 0.0314 | 0.0691 | 0.0635 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146171 | -61479 | -113305 | -260437 | -248492 | -229217 |
Profit Factor | 1.9627 | 2.9407 | 1.2335 | 1.2193 | 1.3799 | 1.0602 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.8473 | 2.7678 | 1.161 | 1.1475 | 1.2987 | 0.9978 |
Largest Winning Trade | 262105 | 262105 | 60773 | 223466 | 223466 | 165689 |
Largest Losing Trade | -49792 | -34169 | -49792 | -153722 | -108285 | -153722 |
Avg Bars in Trades | 110 | 85 | 135 | 110 | 85 | 135 |
Avg Bars in Winners | 152 | 108 | 197 | 152 | 108 | 197 |
Avg Bars in Losers | 66 | 62 | 70 | 66 | 62 | 70 |
Bars Traded | 7316 | 2837 | 4479 | 7316 | 2837 | 4479 |
Profit Streak | 0 | 0 | 20.0726 | 0 | 0 | 20.0726 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116731 | 481044 | -151273 | -229357 | -107422 | -328447 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 46, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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